Maximum likelihood estimation of misspecified models: twenty years later
This volume is the result of an Advances in Econometrics conference held in November of 2002 at Louisiana State University in recognition of Halbert White's pioneering work published in Econometrica in 1980 and 1982 on robust variance-covariance estimation and quasi-maximum likelihood estimatio...
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| Weitere beteiligte Personen: | , |
|---|---|
| Format: | E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Amsterdam
Elsevier/JAI
2003
|
| Ausgabe: | 1st ed. |
| Schriftenreihe: | Advances in econometrics
v. 17 |
| Links: | https://doi.org/10.1016/S0731-9053(2003)17 |
| Zusammenfassung: | This volume is the result of an Advances in Econometrics conference held in November of 2002 at Louisiana State University in recognition of Halbert White's pioneering work published in Econometrica in 1980 and 1982 on robust variance-covariance estimation and quasi-maximum likelihood estimation. It contains 11 papers on a range of related topics including the estimation of possibly misspecified error component and fixed effects panel models, estimation and inference in possibly misspecified quantile regression models, quasi-maximum likelihood estimation of linear regression models with bounded and symmetric errors and quasi-maximum likelihood estimation of models with parameter dependencies between the mean vector and error variance-covariance matrix. Other topics include GMM, HAC, Heckit, asymmetric GARCH, Cross-Entropy, and multivariate deterministic trend estimation and testing under various possible misspecifications. |
| Umfang: | 1 Online-Ressource (xiii, 249 Seiten) Illustrationen |
| ISBN: | 9781849502535 (electronic bk.) : |
| ISSN: | 0731-9053 |
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| spelling | Maximum likelihood estimation of misspecified models twenty years later edited by Tom Fomby, R. Carter Hill 1st ed. Amsterdam Elsevier/JAI 2003 1 Online-Ressource (xiii, 249 Seiten) Illustrationen txt c cr Advances in econometrics 0731-9053 v. 17 This volume is the result of an Advances in Econometrics conference held in November of 2002 at Louisiana State University in recognition of Halbert White's pioneering work published in Econometrica in 1980 and 1982 on robust variance-covariance estimation and quasi-maximum likelihood estimation. It contains 11 papers on a range of related topics including the estimation of possibly misspecified error component and fixed effects panel models, estimation and inference in possibly misspecified quantile regression models, quasi-maximum likelihood estimation of linear regression models with bounded and symmetric errors and quasi-maximum likelihood estimation of models with parameter dependencies between the mean vector and error variance-covariance matrix. Other topics include GMM, HAC, Heckit, asymmetric GARCH, Cross-Entropy, and multivariate deterministic trend estimation and testing under various possible misspecifications. Fomby, Thomas B. Hill, R. Carter Erscheint auch als Druck-Ausgabe 9780762310753 |
| spellingShingle | Maximum likelihood estimation of misspecified models twenty years later |
| title | Maximum likelihood estimation of misspecified models twenty years later |
| title_auth | Maximum likelihood estimation of misspecified models twenty years later |
| title_exact_search | Maximum likelihood estimation of misspecified models twenty years later |
| title_full | Maximum likelihood estimation of misspecified models twenty years later edited by Tom Fomby, R. Carter Hill |
| title_fullStr | Maximum likelihood estimation of misspecified models twenty years later edited by Tom Fomby, R. Carter Hill |
| title_full_unstemmed | Maximum likelihood estimation of misspecified models twenty years later edited by Tom Fomby, R. Carter Hill |
| title_short | Maximum likelihood estimation of misspecified models |
| title_sort | maximum likelihood estimation of misspecified models twenty years later |
| title_sub | twenty years later |
| work_keys_str_mv | AT fombythomasb maximumlikelihoodestimationofmisspecifiedmodelstwentyyearslater AT hillrcarter maximumlikelihoodestimationofmisspecifiedmodelstwentyyearslater |